+139.2%
SLB vs EWZ
+60.6%
+78.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.7% |
| 7D | +0.4% | +5.6% | -5.1% | -2.3% |
| 30D | +13.6% | +9.3% | +4.3% | +8.5% |
| 3M | +1.5% | +15.7% | -14.2% | -6.1% |
| 6M | +23.0% | +7.4% | +15.6% | +17.9% |
| YTD | +51.2% | +22.7% | +28.5% | +35.3% |
| 1Y | +63.5% | +36.4% | +27.1% | +38.2% |
| 3Y | +2.5% | +50.4% | -47.9% | -19.1% |
| 5Y | +139.2% | +67.6% | +71.6% | +71.7% |
| All | +139.2% | +60.6% | +78.6% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EWZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling